Background Previous studies have reported inconsistent findings regarding the efficacy of omega-3 fatty acids on pregnant women with major depressive disorder (MDD). This meta-analysis was conducted to systematically evaluate the clinical applicability of omega-3 fatty acids in treating depression in pregnant women. Methods Randomized controlled trials (RCTs) that compared omega-3 fatty acids to placebo for short-course treatment of depression in pregnant women were systematically reviewed between March 1999 and April 2015. The search terms used were ‘depression’, ‘omega-3 fatty acids’, ‘fish oil’, ‘eicosapentaenoic acid’ and ‘docosahexaenoic acid’. Standardized difference in means of depression scale was used as the main outcome. Random effect model was used. The effects of baseline depression scores were studying by meta-regression analysis. Results Four high-quality RCTs were included, composed of 182 patients received placebo and 185 patients received omega-3 fatty acids. The pooled standardized difference in means was 0.75 with 95% CI= (0.47, 1.04). The baseline depression scores had no effect on the efficacy. None of the recruited patients was withdrawn. Conclusion The abovementioned results showed that omega-3 fatty acids could produce a beneficial effect on depression in pregnant women compared with placebo. The clinical applicability of omega-3 fatty acids showed greater promise and should be further explored.